Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization

DOI10.1007/s11081-015-9283-0zbMath1364.90360WikidataQ58201015 ScholiaQ58201015MaRDI QIDQ2358022

Charles Audet, Christophe Tribes, Sébastien Le Digabel

Publication date: 20 June 2017

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-015-9283-0

zbMATH Keywords

derivative-free optimization; mesh adaptive direct search; blackbox optimization; dynamic scaling

Mathematics Subject Classification ID

62P30: Applications of statistics in engineering and industry; control charts

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C56: Derivative-free methods and methods using generalized derivatives

Uses Software

• NOMAD
• OrthoMADS
• CUTEst